A study of risk spillover effects of nonferrous metal futures across markets - Empirical evidence from China and UK markets

Due to the increasing globalisation of the economy, interconnections of economic systems in different countries and regions are becoming more frequent and the speed of risk transfer is increasing. As the London and Shanghai exchanges are among the larger futures exchanges in the world, representing...

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Bibliographic Details
Main Author: Yuanhao, Zhu
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2022
Online Access:https://eprints.nottingham.ac.uk/70100/